haku: @indexterm financial market trading / yhteensä: 54
viitteet: 9-18 / 54
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9.
The expected illiquidity premium: evidence from equity index-linked bonds
Review of finance
2004 : VOL, 8:1, p. 19-47
 2004 Dimson, E.
Hanke, B.
10.
Liquidity black holes
Review of finance
2004 : VOL, 8:1, p. 1-18
 2004 Morris, S.
Shin, H.S.
11.
Do market prices reveal the decision models of sophisticated investors? Evidence from the laboratory
Accounting, Organizations and Society
2004 : NOV, VOL. 29:8, p. 739-758
 2004 Chewning Jr, E.G.
Coller, M.
Tuttle, B.
12.
Does insider trading raise market volatility?
Economic Journal
2004 : OCT, VOL. 114:498, p. 816-842
 2004 Du, J.
Wei, S.
13.
Institutional trading and the turn-of-the-year effect
Journal of Financial Economics
2004 : NOV, VOL. 74:2, p. 343-366
 2004 Ng, L.
Wang, Q.
14.
Limited arbitrage and short sales restrictions: evidence from the options markets
Journal of Financial Economics
2004 : NOV, VOL. 74:2, p. 305-342
 2004 Ofek, E.
Richardson, M.
Whitelaw, R. F.
15.
Liquidity-based competition for order flow
Review of Financial Studies
2003 : SUMMER, VOL. 16:2, p. 301-343
 2003 Parlour, C. A.
Seppi, D. J.
16.
Clearly irrational financial market behavior: evidence from the early exercise of exchange traded stock options
Journal of Finance
2003 : FEB, VOL. 58:1, p. 37-70
 2003 Poteshman, A.M.
Serbin, V.
17.
Order imbalance, liquidity, and market returns
Journal of Financial Economics
2002 : JUL, VOL. 65:1, p. 111-130
 2002 Chordia, T.
Roll, R.
Subrahmanyam, A.
18.
The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits
Journal of International Economics
2002 : OCT, VOL. 58:1, p. 211-232
 2002 Neely, C. J.
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